BVT Put 0.93 EURCHF 20.12.2024
/ DE000VU888N1
BVT Put 0.93 EURCHF 20.12.2024/ DE000VU888N1 /
| 2024-06-19 4:48:41 PM |
Chg.-0.040 |
Bid4:58:41 PM |
Ask4:58:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-2.40% |
1.620
Bid Size: 60,000 |
1.630
Ask Size: 60,000 |
CROSSRATE EUR/CHF |
0.93 CHF |
2024-12-20 |
Put |
Master data
| WKN: |
VU888N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CROSSRATE EUR/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.93 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-59.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.05 |
| Parity: |
-2.06 |
| Time value: |
1.69 |
| Break-even: |
0.96 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
-0.30 |
| Theta: |
0.00 |
| Omega: |
-18.04 |
| Rho: |
0.00 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.630 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.40% |
| 1 Month |
|
|
+201.85% |
| 3 Months |
|
|
+34.71% |
| YTD |
|
|
-56.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
0.940 |
| 1M High / 1M Low: |
1.670 |
0.410 |
| 6M High / 6M Low: |
3.760 |
0.410 |
| High (YTD): |
2024-01-03 |
3.560 |
| Low (YTD): |
2024-05-24 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.70% |
| Volatility 6M: |
|
137.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
